Estimation of density ratio and its application to design a measure of dependence

Sohan Seth, José C Principe

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper we propose a new approach to estimate the ratio of two probability density functions. The proposed approach is inspired by the kernel based function approximation technique. We apply this estimator to derive an estimator of mutual information and show that this estimator can be successfully used to detect dependence between two random variables.
Original languageEnglish
Title of host publicationMachine Learning for Signal Processing, 2009. MLSP 2009. IEEE International Workshop on
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages1-6
Number of pages6
ISBN (Electronic)978-1-4244-4947-7
ISBN (Print)978-1-4244-4948-4
DOIs
Publication statusPublished - 2009

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